+59.9%
DDOG vs FERG
+70.2%
-10.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.4% | +8.5% | +7.8% |
| 7D | +7.7% | +0.9% | +6.8% | +7.1% |
| 30D | -13.6% | -15.1% | +1.4% | -6.7% |
| 3M | -0.9% | -4.8% | +3.9% | +1.3% |
| 6M | +75.2% | -2.5% | +77.7% | +73.6% |
| YTD | +65.7% | +1.8% | +63.8% | +59.3% |
| 1Y | +60.4% | -0.3% | +60.7% | +54.5% |
| 3Y | +130.7% | +52.9% | +77.7% | +60.5% |
| 5Y | +59.9% | +69.3% | -9.4% | -7.4% |
| All | +59.9% | +70.2% | -10.3% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FERG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling